Towards one nonconvex connected Markov chain control problem. An approach to numerical solution.
Boris M. MillerKaren V. StepanyanAlexander B. MillerAlexey K. PopovPublished in: ANZCC (2018)
Keyphrases
- markov chain
- numerical solution
- steady state
- markov model
- random walk
- partial differential equations
- transition probabilities
- monte carlo
- monte carlo simulation
- monte carlo method
- state space
- stationary distribution
- control system
- differential equations
- finite element
- objective function
- numerical methods
- transition matrix
- reinforcement learning
- markov models
- control method
- image analysis